+123.0%
XRT vs QSR
+135.2%
-12.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -3.2% | -4.0% | +0.8% | -1.5% |
| 30D | -4.5% | +2.8% | -7.2% | -5.7% |
| 3M | -3.1% | +5.1% | -8.2% | -5.4% |
| 6M | +4.2% | +8.8% | -4.6% | -0.1% |
| YTD | -0.1% | +14.8% | -14.9% | -6.8% |
| 1Y | -3.0% | +25.7% | -28.8% | -13.3% |
| 3Y | +41.8% | +27.5% | +14.3% | +24.2% |
| 5Y | -1.3% | +41.3% | -42.5% | -18.2% |
| All | +123.0% | +135.2% | -12.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling